Skip to content

ARIMA Models Identification: Correlograms in R Video

Last Update: June 21, 2022

My online video tutorials are hosted at YouTube channel.

For learning this concept, you can view my online video tutorial: ARIMA Models Identification: Correlograms in R.

Video Code

1. Packages

library(forecast)
library(ggplot2)

2. Data

mdata <- AirPassengers
head(mdata)

Ranges Delimiting

tdata <- window(x = mdata, end = c(1958, 12))
fdata <- window(x = mdata, start = c(1959, 1))

Chart

autoplot(object = tdata) + labs(y = "Air Passengers", x = "Year")

3. ARIMA Models Identification

Correlograms

ggAcf(x = tdata, ci = 0.95, lag.max = 24)
ggPacf(x = tdata, ci = 0.95, lag.max = 24)
My online courses are closed for enrollment.
+